+334.0%
SPGI vs BAH
+210.6%
+123.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +16.1% | +18.2% | -2.2% | +10.6% |
| 3M | +15.5% | +13.1% | +2.4% | +11.1% |
| 6M | +19.6% | +15.2% | +4.5% | +13.9% |
| YTD | -3.6% | +6.0% | -9.6% | -6.8% |
| 1Y | +2.2% | +3.1% | -0.9% | -0.6% |
| 3Y | +30.1% | -26.2% | +56.3% | +32.5% |
| 5Y | +14.9% | +9.3% | +5.6% | -1.9% |
| 10Y | +334.0% | +212.3% | +121.7% | +173.2% |
| All | +334.0% | +210.6% | +123.4% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling